Zero-coupon swap: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Classify page.) |
||
| Line 5: | Line 5: | ||
* [[Swap]] | * [[Swap]] | ||
* [[Zero coupon]] | * [[Zero coupon]] | ||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 20:28, 27 June 2022
A swap in which a fixed rate payer makes a single payment, on the maturity date, and the other party makes payments periodically.
